article · 2014

Adaptive Noisy Optimization

Olivier Teytaud

Cited by 0Abstract and details only

Abstract

Abstract. In this paper, adaptive noisy optimization on variants of the noisy sphere model is considered, i.e. optimization in which the same algorithm is able to adapt to several frameworks, including some for which no bound has never been derived. Incidentally, bounds derived by [16] for noise quickly decreasing to zero around the optimum are extended to the more general case of a positively lower-bounded noise thanks to a careful use of Bernstein bounds (using empirical estimates of the variance) instead of Chernoff-like variants. 1

Cite this paper

APA 7

Teytaud, O. (2014). Adaptive Noisy Optimization.

MLA 9

Teytaud, Olivier. “Adaptive Noisy Optimization.” 2014.

Chicago

Teytaud, Olivier. 2014. “Adaptive Noisy Optimization.”

Harvard

Teytaud, O. (2014) ‘Adaptive Noisy Optimization’.

BibTeX

@article{teytaud2014adaptive,
  title = {{Adaptive Noisy Optimization}},
  author = {Teytaud, Olivier},
  year = {2014}
}

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